AMD Options History — August 2019

In August 2019, AMD traded between $28.09 and $34.55. ATM implied volatility averaged 49.8%, placing in the 18.1% IV rank vs the trailing year. The 30-day expected move averaged 14.2%. IV traded below realized volatility by 18.7% (HV 20d: 68.5%). Max pain ranged from $31.50 to $33.00. Net GEX was positive for 19 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.60.

Notable Days

2019-08-08: Highest Volume — 938,653 contracts
2019-08-23: Largest IV spike — 14.8% change
2019-08-15: Highest IV Rank — 31.3%
2019-08-15: Largest Expected Move — 15.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$30.87	$28.09	$34.55	$29.96	$31.41
Max Pain	$32.55	$31.50	$33.00	$31.50	$32.00
ATM IV	49.8%	44.2%	56.3%	47.4%	46.2%
Expected Move	14.2%	12.7%	15.8%	14.3%	13.1%
HV 20d	68.5%	44.9%	80.4%	44.9%	73.1%
HV 60d	55.2%	48.4%	59.2%	49.2%	53.3%
IV Rank	18.1%	7.9%	31.3%	14.3%	9.4%
IV Percentile	19.7%	4.0%	38.5%	14.3%	6.3%
Term Structure	-0.4%	-1.6%	1.0%	-1.4%	0.4%
VWIV	49.5%	44.2%	55.4%	49.8%	45.9%
Skew 25d	2.9%	1.1%	4.6%	2.2%	4.1%
Skew 10d	5.9%	2.7%	8.4%	5.1%	8.3%
Call IV 25d	48.7%	44.1%	55.4%	47.2%	44.3%
Put IV 25d	51.6%	45.4%	59.0%	49.3%	48.4%
Bid-Ask Spread %	2.22	1.61	3.17	2.46	2.78
Gamma HHI	0.07	0.05	0.16	0.06	0.16
Net GEX	16.0M	-5.3M	46.5M	736.9K	35.4M
Net DEX	-923.7M	-2.47B	-119.7M	-461.4M	-1.10B
Net VEX	-10.1M	-10.6M	-9.1M	-9.4M	-10.5M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.60	0.37	1.27	0.72	0.69
Total Volume	328,944.273	110,187	938,653	413,631	164,356
Total OI	2,508,811.773	2,315,124	2,765,319	2,453,131	2,551,678

Daily Data (22 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2019-08-01	$29.96	$31.50	47.4%	14.3%	44.9%	14.3%	49.8%	2.2%	-1.4%	736.9K	-461.4M	-9.4M	0.72	2.46	240,081	173,550	1,308,199	1,144,932
2019-08-02	$29.40	$31.50	48.2%	14.6%	45.0%	15.7%	51.3%	2.1%	-1.6%	-5.3M	-282.2M	-9.4M	0.87	3.17	144,925	126,264	1,343,974	1,170,031
2019-08-05	$28.09	$33.00	52.4%	14.7%	46.6%	23.8%	50.6%	4.2%	0.1%	-2.9M	-119.7M	-9.1M	1.27	1.61	170,379	216,427	1,208,480	1,106,644
2019-08-06	$28.77	$33.00	50.0%	13.9%	45.8%	19.1%	48.6%	3.0%	-0.6%	2.2M	-332.4M	-9.4M	0.53	1.70	133,378	70,908	1,266,058	1,156,233
2019-08-07	$29.21	$33.00	50.0%	14.1%	45.3%	19.3%	48.8%	3.5%	-0.8%	9.5M	-500.1M	-9.6M	0.63	1.67	108,406	68,776	1,310,252	1,174,248
2019-08-08	$33.72	$33.00	49.4%	13.8%	69.7%	18.0%	48.7%	1.1%	-0.1%	38.8M	-2.20B	-10.2M	0.44	2.61	652,650	286,003	1,332,392	1,189,111
2019-08-09	$34.55	$33.00	51.0%	14.4%	70.2%	21.1%	50.4%	2.1%	0.1%	46.5M	-2.47B	-10.4M	0.46	2.22	576,436	264,480	1,381,860	1,269,908
2019-08-12	$32.56	$33.00	53.7%	15.1%	72.2%	26.3%	52.6%	2.2%	-1.1%	21.1M	-1.37B	-10.6M	0.59	2.23	299,111	176,773	1,286,968	1,205,036
2019-08-13	$32.12	$33.00	49.4%	13.9%	72.2%	18.0%	48.6%	1.8%	-0.8%	20.7M	-1.23B	-10.4M	0.50	2.18	224,574	111,461	1,357,575	1,235,584
2019-08-14	$30.37	$33.00	55.7%	15.7%	74.6%	30.2%	53.9%	4.1%	-1.1%	5.7M	-602.2M	-10.3M	0.54	2.58	319,323	173,886	1,378,177	1,253,649
2019-08-15	$29.79	$33.00	56.3%	15.8%	74.6%	31.3%	55.4%	3.6%	-1.6%	5.4M	-479.7M	-10.4M	0.42	2.37	201,566	84,893	1,435,464	1,275,009
2019-08-16	$31.23	$33.00	50.6%	14.5%	76.8%	20.5%	50.7%	2.7%	0.1%	22.8M	-1.08B	-10.5M	0.44	2.82	256,669	113,541	1,471,643	1,293,676
2019-08-19	$31.54	$33.00	46.3%	13.3%	76.8%	12.2%	46.2%	2.3%	1.0%	18.0M	-1.10B	-10.2M	0.42	1.94	194,139	81,327	1,206,166	1,121,314
2019-08-20	$30.88	$33.00	46.1%	13.2%	76.7%	11.7%	46.7%	1.5%	-0.1%	14.5M	-875.9M	-10.2M	0.72	2.33	108,473	78,479	1,265,325	1,153,556
2019-08-21	$31.60	$33.00	44.2%	12.7%	76.8%	8.1%	44.2%	1.4%	0.7%	22.5M	-1.13B	-10.3M	0.70	2.29	108,390	76,344	1,276,472	1,175,782
2019-08-22	$31.80	$32.00	44.5%	12.7%	76.9%	7.9%	44.8%	1.6%	0.3%	26.7M	-1.19B	-10.4M	0.77	2.38	80,928	62,385	1,299,129	1,203,011
2019-08-23	$29.70	$32.00	51.1%	14.7%	80.1%	19.0%	50.6%	4.0%	-0.9%	-3.7M	-394.2M	-10.2M	0.82	2.20	173,090	141,635	1,302,893	1,214,969
2019-08-26	$30.12	$32.00	51.3%	14.7%	80.4%	19.5%	51.0%	4.5%	-0.9%	7.0M	-652.9M	-10.3M	0.37	1.74	80,628	29,559	1,224,328	1,169,591
2019-08-27	$30.11	$32.00	52.7%	15.0%	80.3%	22.3%	52.2%	4.6%	-0.3%	11.7M	-669.9M	-10.3M	0.47	1.80	143,420	66,851	1,273,374	1,182,518
2019-08-28	$30.80	$32.00	50.9%	14.7%	73.7%	18.7%	50.9%	4.1%	0.3%	20.3M	-911.4M	-10.5M	0.39	1.83	158,289	62,062	1,296,338	1,198,382
2019-08-29	$31.48	$32.00	47.8%	13.6%	73.5%	12.4%	47.4%	3.6%	0.4%	34.0M	-1.17B	-10.5M	0.53	1.95	152,016	79,943	1,313,547	1,210,383
2019-08-30	$31.41	$32.00	46.2%	13.1%	73.1%	9.4%	45.9%	4.1%	0.4%	35.4M	-1.10B	-10.5M	0.69	2.78	97,094	67,262	1,322,819	1,228,859